S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:4.18% (-20.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.9009 | 29.33 | |
| 0.2656 | 26.03 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Industrial Metals Spot Index Analyses
Other MF2-GARCH Analyses on Commodities